+5,814.4%
STX vs MTSI
+1,308.1%
+4,506.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.9% | +5.3% |
| 7D | +2.4% | +1.4% | +1.0% | +2.0% |
| 30D | +1.4% | +2.1% | -0.7% | +0.8% |
| 3M | -8.2% | -29.7% | +21.5% | +2.0% |
| 6M | +127.0% | +12.5% | +114.5% | +120.9% |
| YTD | +209.1% | +57.0% | +152.1% | +175.6% |
| 1Y | +365.4% | +103.9% | +261.5% | +287.5% |
| 3Y | +1,135.4% | +223.6% | +911.8% | +798.1% |
| 5Y | +991.5% | +321.6% | +670.0% | +639.1% |
| 10Y | +3,695.8% | +517.7% | +3,178.1% | +1,932.2% |
| All | +5,814.4% | +1,308.1% | +4,506.3% | +2,673.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling